Option Premia and Returns





Kerry Back

Option Data from Yahoo

import yfinance as yf
cvx = yf.Ticker('CVX')
  • cvx.options is the set of traded maturities
  • cvx.option_chain(“some date”) is an object containing call and put data
  • cvx.option_chain(“some date”).calls is a dataframe of call info
  • cvx.option_chain(“some date”).puts is a dataframe of put info